+11.3%
APH vs DT
-4.9%
+16.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | +0.4% | -5.4% | +5.8% | +0.3% |
| 30D | -8.0% | -32.2% | +24.2% | -9.0% |
| 3M | -5.0% | -10.9% | +5.9% | -4.9% |
| 6M | +29.9% | +10.0% | +19.9% | +30.1% |
| YTD | +18.0% | +2.1% | +15.9% | +15.3% |
| 1Y | +11.3% | -5.5% | +16.8% | +10.2% |
| All | +11.3% | -4.9% | +16.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling